Re: st: xtlsdvc, initial(my)

hi Vasilis,
many thanks for your prompt reply. I have checked with matrices of
different dimensions, but the answer is always the same. So there must
be something else that I am missing.
cheers,
miguel
On 9/7/05, V. Sarafidis <vs242@cam.ac.uk> wrote:
> I think the answer is that you don't need the estimate of the error
> variance. Only your initial vector of estimates (your estimate of the LDV
> coefficient needs to be firstfirst).
>
> The reason it says
>
> "the number of columns of my must be equal to the number of
> right-hand variables plus one"
>
> is because when you run xtlsdvc you do not put the lagged dependent
> variable in the model (so you type xtlsdvc y x , i(my) ). Therefore, you
> have 5 - say - regressors in your file plus the lagged dependent variable
> which the command xtlsdvc will create by itself.
>
> I hope this helps
>
> Vasilis
>
> On Sep 7 2005, Miguel Portela wrote:
>
>>Dear all,
>>
>>I am estimating a dynamic model using XTLSDVC. When I use the option
>>'initial(my)' I get
>>
>> "the number of columns of my must be equal to the number of
>>right-hand variables plus one"
>>
>>'my' is a [1x(k+1)] matrix, which uses the results from a previous
>>regression and an estimate of the error variance
>>
>> mat my=e(b),evariance
>>
>>I have checked with matrices of different dimensions, but the answer
>>is always the same. Could you please let me know if there is a
>>possible solution?
>>
>>thanks in advance for your help,
>>
>>cheers,
>>
>>miguel
>>
>>
>
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